A note on sequential detection with exponential penalty for the delay

Annals of Statistics

Volumn 28, Issue 6, 2000, Pages 1696-1701

  Beibel, M ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Change point; Exponential delay penalty; Sequential detection; Wiener process

Indexed keywords

EID: 0034343445     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015957476     Document Type: Article

References (7)

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